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there would be a goldfish‑bowl effect
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This question was closed without grading. Reason: Other
Nov 27, 2016 15:20
7 yrs ago
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English term

Mean variance utility portfolio optimization

English Bus/Financial Finance (general) Portfolio Theory
Title of a graphic, shown as the result of the application of two criteria: on one side, 1-month Expected Return, on the other side Historical Co-variance Matrix.

I think it has to do with Modern Portfolio Theory, but I'm not really sure what it means, and therefore how to translate it.

Thank you for any help you can provide!!
Responses
3 optimizing expected return on portfolio for a given level of risk

Discussion

Laura Vinti (asker) Dec 4, 2016:
Many thanks!!
DLyons Nov 27, 2016:
"Mean-Variance-Utility Function: A function that defines the relationship between the degree of satisfaction an investor receives and combinations of expected return and variance. This utility function assumes that investors are indifferent to a portfolio's tracking error against a benchmark. "

Responses

12 hrs

optimizing expected return on portfolio for a given level of risk

I think it means "optimizing expected return on portfolio for a given level of risk" or assembling portfolio of assets in such a way.
http://www.investopedia.com/terms/m/modernportfoliotheory.as...
Peer comment(s):
neutral B D Finch : Too imprecise.
6 hrs
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